Alleged scorned Wall St mistress throws legal bomb at ex

Another salacious legal document is turning heads in the financial community.

Fresh off the Sage Kelly divorce drama at Jefferies, Delphi Financial Group founder and CEO Robert Rosenkranz is being accused by an alleged mistress of promising her $100,000 to not talk, according to a lawsuit citing by variousmediaoutlets.

The accuser, Katherine Nelson, appears to have taunted Rosenkranz's wife Alexandra Munroe about the affair in a tweet.

An employee of Delphi said Rosenkranz had no comment. A message left for Howard Benjamin, a lawyer for Nelson, did not respond to a message from CNBC.com.